Uncertainty reduction in robust optimization - Archive ouverte HAL
Article Dans Une Revue Operations Research Letters Année : 2023

Uncertainty reduction in robust optimization

Résumé

Uncertainty reduction has recently been introduced in the robust optimization literature as a relevant special case of decision-dependent uncertainty. Herein, we identify two relevant situations in which the problem is polynomially solvable. We further provide insights into possible MILP reformulations and the strength of their continuous relaxations.
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Dates et versions

hal-04158877 , version 1 (11-07-2023)
hal-04158877 , version 2 (31-01-2024)
hal-04158877 , version 3 (24-06-2024)
hal-04158877 , version 4 (22-07-2024)
hal-04158877 , version 5 (07-10-2024)

Identifiants

Citer

Ayşe Nur Arslan, Michael Poss. Uncertainty reduction in robust optimization. Operations Research Letters, In press, ⟨10.1016/j.orl.2024.107131⟩. ⟨hal-04158877v3⟩
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